siglab-py 0.1.6__py3-none-any.whl → 0.1.7__py3-none-any.whl

siglab_py/tests/integration/market_data_util_tests.py

@@ -12,7 +12,7 @@ from ccxt.deribit import deribit
 from ccxt.base.exchange import Exchange
 
 # @unittest.skip("Skip all integration tests.")
-class MarketDataGizmoTests(unittest.TestCase):
+class MarketDataUtilTests(unittest.TestCase):
 
     def test_fetch_candles_yahoo(self):
         start_date : datetime = datetime(2024, 1,1)

siglab_py/tests/unit/analytic_util_tests.py

@@ -0,0 +1,41 @@
+import unittest
+from typing import List
+from pathlib import Path
+
+from util.analytic_util import compute_candles_stats
+
+import pandas as pd
+
+# @unittest.skip("Skip all integration tests.")
+class AnalyticUtilTests(unittest.TestCase):
+
+    def test_compute_candle_stats(self):
+        '''
+        Folder structure:
+            \ siglab
+                \ siglab_py	<-- python project root
+                    \ sigab_py
+                        __init__.py
+                        \ util
+                            __init__.py
+                            market_data_util.py
+                        \ tests
+                            \ unit
+                                __init__.py
+                                analytic_util_tests.py <-- Tests here
+                            
+                \ siglab_rs <-- Rust project root
+                \ data	 <-- Data files here!
+        '''
+        data_dir = Path(__file__).parent.parent.parent.parent / "data"
+        csv_path = data_dir / "sample_btc_candles.csv"
+        pd_candles : pd.DataFrame = pd.read_csv(csv_path)
+        compute_candles_stats(
+            pd_candles=pd_candles,
+            boillenger_std_multiples=2,
+            sliding_window_how_many_candles=20,
+            pypy_compat=True
+        )
+
+        expected_columns : List[str] = ['exchange', 'symbol', 'timestamp_ms', 'open', 'high', 'low', 'close', 'volume', 'datetime', 'datetime_utc', 'year', 'month', 'day', 'hour', 'minute', 'dayofweek', 'pct_chg_on_close', 'candle_height', 'is_green', 'pct_change_close', 'sma_short_periods', 'sma_long_periods', 'ema_short_periods', 'ema_long_periods', 'ema_close', 'std', 'ema_volume_short_periods', 'ema_volume_long_periods', 'max_short_periods', 'max_long_periods', 'idmax_short_periods', 'idmax_long_periods', 'min_short_periods', 'min_long_periods', 'idmin_short_periods', 'idmin_long_periods', 'h_l', 'h_pc', 'l_pc', 'tr', 'atr', 'hurst_exp', 'boillenger_upper', 'boillenger_lower', 'boillenger_channel_height', 'boillenger_upper_agg', 'boillenger_lower_agg', 'boillenger_channel_height_agg', 'aggressive_up', 'aggressive_up_index', 'aggressive_up_candle_height', 'aggressive_up_candle_high', 'aggressive_up_candle_low', 'aggressive_down', 'aggressive_down_index', 'aggressive_down_candle_height', 'aggressive_down_candle_high', 'aggressive_down_candle_low', 'fvg_low', 'fvg_high', 'fvg_gap', 'fvg_mitigated', 'close_delta', 'close_delta_percent', 'up', 'down', 'rsi', 'ema_rsi', 'typical_price', 'money_flow', 'money_flow_positive', 'money_flow_negative', 'positive_flow_sum', 'negative_flow_sum', 'money_flow_ratio', 'mfi', 'macd', 'signal', 'macd_minus_signal', 'fib_618_short_periods', 'fib_618_long_periods', 'gap_close_vs_ema', 'close_above_or_below_ema', 'close_vs_ema_inflection']
+        assert(pd_candles.columns.to_list()==expected_columns)

siglab_py/util/aws_util.py

@@ -3,6 +3,11 @@ from typing import Union, Dict
 '''
 https://gist.github.com/raphaelgabbarelli/bc5a41d93789046f9c71e4685f1463e7
 https://www.youtube.com/watch?v=CFEYKrP0vxs
+
+If boto3 import complains: AttributeError: module 'lib' has no attribute 'X509_V_FLAG_CB_ISSUER_CHECK'
+    python3 -m pip install pip --upgrade
+    pip install pyopenssl --upgrade
+    https://stackoverflow.com/questions/73830524/attributeerror-module-lib-has-no-attribute-x509-v-flag-cb-issuer-check
 '''
 import boto3
 import base64

{siglab_py-0.1.6.dist-info → siglab_py-0.1.7.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.1.6
+Version: 0.1.7
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.1.6.dist-info → siglab_py-0.1.7.dist-info}/RECORD

@@ -16,14 +16,15 @@ siglab_py/ordergateway/gateway.py,sha256=xlTThsNRRHYWilpc3zpAcYC2nxG4crfpDY8Refb
 siglab_py/ordergateway/test_ordergateway.py,sha256=DH4djEZeWZr69lTx_xG9_N8S_E2wAG4S3430VisU5w4,3805
 siglab_py/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/tests/integration/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-siglab_py/tests/integration/market_data_util_tests.py,sha256=_UyOMTTBW1VJ7rroyESoxmdhBCQzWSV2A14tAjV9J5U,5634
+siglab_py/tests/integration/market_data_util_tests.py,sha256=igkDJAEkm4SLErkUwae1YbwdFPT22DC5CMtjOR-8DOk,5633
 siglab_py/tests/unit/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+siglab_py/tests/unit/analytic_util_tests.py,sha256=Z9D0eOv30orhBEZsh67czDfzcHoitopH--bK3Leh1II,2865
 siglab_py/util/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/util/analytic_util.py,sha256=QLabbEMqM4rKKH2PE_LqxIyo-BUdCRhkLybLATBImcc,43438
-siglab_py/util/aws_util.py,sha256=x_duGDXJ6sO0wVpoRVDTMxECag7feA7zOwZweVLGl_w,2251
+siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
 siglab_py/util/market_data_util.py,sha256=3qTq71xGvQXj0ORKJV50IN5FP_mCBF_gvdmlPyhdyco,16439
 siglab_py/util/retry_util.py,sha256=mxYuRFZRZoaQQjENcwPmxhxixtd1TFvbxIdPx4RwfRc,743
-siglab_py-0.1.6.dist-info/METADATA,sha256=-5cCWoewOwKri1IrLJG7rIeff4vbZpqDUQtQnxiTlDU,1096
-siglab_py-0.1.6.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-siglab_py-0.1.6.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.1.6.dist-info/RECORD,,
+siglab_py-0.1.7.dist-info/METADATA,sha256=2JMUvAl4CKjHAqGz8k2iTqeaXXkp0Ij1Hp5Cp07tnkE,1096
+siglab_py-0.1.7.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+siglab_py-0.1.7.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.1.7.dist-info/RECORD,,